Hedge funds overall saw their worst month since May 2010, leading JPMorgan to predict $5 billion to $10 billion of outflows per quarter in 2019. Series G concentrates its bets on a few hedge funds, with 70% of the capital going to 10 managers.

Scaramucci was adamant that he has no plans to relinquish his business. In late 2016, he announced a sale to HNA, a Chinese conglomerate that has struggled to receive approval for multiple deals from the US government committee that approves transactions to foreign buyers. The SkyBridge sale, reportedly valued at $180 million, was officially scuttled in April.

Would Scaramucci consider a minority stake sale now?

"Absolutely not," he said. "I'm 100% committed to the firm. I've got re-religion on the business. Remember, this was my business. I started it from scratch."

"I'm very, very bullish on my firm, and I'm putting my money where my mouth is. I'm the largest stakeholder, and I'm not looking to change that."

Meanwhile, SkyBridge's assets under management — $9.6 billion, as of September 30 — are still ticking back up after $2 billion in outflows.

"A combination of that was political and some of that was due to our performance in 2016," Scaramucci said. "The people that are in the fund now are probably agnostic to politics or if they hate my a--, they love our performance and don't care."

More than 80% of Series G's investors are high-net-worth individuals, while the rest are institutional. Through the end of October, the fund returned 6.1% net.